V-Lab: Edison International Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Edison International Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:19.29% (-0.30%)

Analysis last updated: Monday, May 13, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8216	7.69
$α$	0.0826	8.33
$β$	0.8673	58.88
$γ_{1}$	0.2022	4.84
$γ_{2}$	-0.3038	-4.46
$γ_{3}$	0.2162	4.06
$γ_{4}$	-0.3256	-6.50
$γ_{5}$	0.4027	7.35
$γ_{6}$	-0.3185	-6.33
$γ_{7}$	0.1939	3.99
$γ_{8}$	-0.0220	-0.35
$γ_{9}$	-0.1403	-1.39
$γ_{10}$	0.1534	1.06

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts